Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation \(X+A^*X^{-1}A=Q\)

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Publication:1801462

DOI10.1016/0024-3795(93)90295-YzbMath0778.15008OpenAlexW1975886185MaRDI QIDQ1801462

André C. M. Ran, Arie L. Rijkeboer, Jacob Christiaan Engwerda

Publication date: 3 January 1994

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(93)90295-y


zbMATH Keywords

number of solutionsinvariant subspacesmatrix equationalgebraic Riccati equationspositive definite solutionanalytic factorizationsymmetric factorizationsalgebraic recursive algorithmsrational matrix-valued function


Mathematics Subject Classification ID

Factorization of matrices (15A23) Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24)


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